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On ADF goodness-of-fit tests for perturbed dynamical systems - MaRDI portal

On ADF goodness-of-fit tests for perturbed dynamical systems (Q888487)

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On ADF goodness-of-fit tests for perturbed dynamical systems
scientific article

    Statements

    title
    On ADF goodness-of-fit tests for perturbed dynamical systems (English)
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    published in
    Bernoulli
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    publication date
    30 October 2015
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    zbMATH Keywords
    diffusion processes
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    perturbed dynamical systems
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    goodness-of-fit tests
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    asymptotically distribution free tests
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    Cramér-von Mises tests
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    author
    Yury A. Kutoyants
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    Identifiers

    DOI
    10.3150/14-BEJ650
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    Mathematics Subject Classification ID
    60J60
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    60H10
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    62M02
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    62F05
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    zbMATH DE Number
    6502630
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    arXiv ID
    1403.7713
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